Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.25 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 66 | — |
| Standard deviation | 11.44 | — |
| Sharpe ratio | -0.48 | — |
| Treynor ratio | -9.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 64 | — |
| Standard deviation | 11.32 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 70 | — |
| Standard deviation | 12.01 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 37.05K | — |
| 3-year earnings growth | 3.57 | — |